StockSharp.Strategies.0308_Ichimoku_Volume_Cluster.py

Ichimoku Volume Cluster (Python Version)

The Ichimoku Volume Cluster strategy is built around Ichimoku Cloud with volume cluster confirmation.

Signals trigger when its indicators confirms trend changes on intraday (1h) data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like TenkanPeriod, KijunPeriod. Adjust these defaults to balance risk and reward.

Details

• Entry Criteria: see implementation for indicator conditions.
• Long/Short: Both directions.
• Exit Criteria: opposite signal or stop logic.
• Stops: Yes, using indicator-based calculations.
• Default Values:
  • TenkanPeriod = 9
  • KijunPeriod = 26
  • SenkouSpanBPeriod = 52
  • VolumeAvgPeriod = 20
  • VolumeStdDevMultiplier = 2.0m
  • CandleType = TimeSpan.FromHours(1).TimeFrame()
• Filters:
  • Category: Trend following
  • Direction: Both
  • Indicators: multiple indicators
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday (1h)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium